Gauntlet Briefing — Ten Decisions, One Portfolio

The format

Three days, ten chained decisions across one synthetic multi-week market scenario: earnings, macro shocks, sector rotation, and technical setups interleaved. Each decision is graded on CHOICE + REASONING (the trading-desk format from day 1, now with everything you know). Your running portfolio carries forward — early mistakes compound exactly as they would live.

The rules of engagement

For each item: identify what CHANGED, run the relevant lens stack (fundamentals days 15–21, technicals 22–28, risk 29–33, psychology 34–38, macro 39–43), decide, and name your reasoning drivers. The grader rewards process language — naming drivers, defining invalidation, sizing decisions — over verdicts alone.

What this proves

Not that you can predict markets — nobody can. That you can PROCESS an information stream through a disciplined framework without the biases that day 34–38 catalogued. That is the entire skill this course has been building, one percent at a time.

Sources

• Everything priorM1–M11
• Trading in the ZoneMark Douglas